QCLSLossSet.cs File Reference

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Classes
class	AnalyzeRe.LossSets.QCLSLossSet
	The Quantile-Based Correlated Loss Sampling (QCLS) loss set is a simulated parametric loss set which employs Cholesky decomposition. This loss set allows any continuous distribution to be supplied as a severity curve and have these losses mapped to a modelled set of events and sampled according to that model (usually based on the industry level of severity for an event). More...

Namespaces
namespace	AnalyzeRe
namespace	AnalyzeRe.LossSets